Clara Vega
Names
Identifer
Contact
Affiliations
-
University of Rochester
/ William E. Simon Graduate School of Business Administration
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2007)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-paper, aah:create:2007-20) - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
American Economic Review, American Economic Association (2003)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-article, aea:aecrev:v:93:y:2003:i:1:p:38-62) - The Monetary Origins of Asymmetric Information in International Equity Markets
Staff Working Papers, Bank of Canada (2004)
by Gregory Bauer & Clara Vega
(ReDIF-paper, bca:bocawp:04-47) - Asymmetric Information in the Stock Market: Economic News and Co-movement
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Albuquerque, Rui & Vega, Clara
(ReDIF-paper, cpr:ceprdp:5598) - Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Kilian, Lutz & Vega, Clara
(ReDIF-paper, cpr:ceprdp:7015) - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
Working Papers, Duke University, Department of Economics (2002)
by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara
(ReDIF-paper, duk:dukeec:02-16) - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2002)
by Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara
(ReDIF-paper, ecl:upafin:02-1) - Real-time price discovery in global stock, bond and foreign exchange markets
Journal of International Economics, Elsevier (2007)
by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara
(ReDIF-article, eee:inecon:v:73:y:2007:i:2:p:251-277) - Stock price reaction to public and private information
Journal of Financial Economics, Elsevier (2006)
by Vega, Clara
(ReDIF-article, eee:jfinec:v:82:y:2006:i:1:p:103-133) - Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega
(ReDIF-paper, fip:fedgfe:2015-46) - Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
by Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega
(ReDIF-paper, fip:fedgfe:2016-87) - Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Benjamin Gardner & Chiara Scotti & Clara Vega
(ReDIF-paper, fip:fedgfe:2021-74) - Fed Communication, News, Twitter, and Echo Chambers
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Bennett Schmanski & Chiara Scotti & Clara Vega
(ReDIF-paper, fip:fedgfe:2023-36) - Real-time price discovery in global stock, bond and foreign exchange markets
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-paper, fip:fedgif:871) - The monetary origins of asymmetric information in international equity markets
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
by Gregory H. Bauer & Clara Vega
(ReDIF-paper, fip:fedgif:872) - Informed and strategic order flow in the bond markets
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
by Paolo Pasquariello & Clara Vega
(ReDIF-paper, fip:fedgif:874) - Soft information in earnings announcements: news or noise?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008)
by Elizabeth Demers & Clara Vega
(ReDIF-paper, fip:fedgif:951) - Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008)
by John Ammer & Clara Vega & Jon Wongswan
(ReDIF-paper, fip:fedgif:952) - Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008)
by Lutz Kilian & Clara Vega
(ReDIF-paper, fip:fedgif:957) - Rise of the machines: algorithmic trading in the foreign exchange market
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009)
by Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega
(ReDIF-paper, fip:fedgif:980) - What do chain store sales tell us about consumer spending?
Economic Policy Review, Federal Reserve Bank of New York (1996)
by Ethan S. Harris & Clara Vega
(ReDIF-article, fip:fednep:y:1996:i:oct:p:15-35:n:v.2no.2) - What do chain store sales tell us about consumer spending?
Research Paper, Federal Reserve Bank of New York (1996)
by Ethan S. Harris & Clara Vega
(ReDIF-paper, fip:fednrp:9614) - All-to-All Trading in the U.S. Treasury Market
Staff Reports, Federal Reserve Bank of New York (2022)
by Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover
(ReDIF-paper, fip:fednsr:94959) - Demand for Information, Uncertainty, and the Response of US Treasury Securities to News
NBER Chapters, National Bureau of Economic Research, Inc (2021)
by Hedi Benamar & Thierry Foucault & Clara Vega
(ReDIF-chapter, nbr:nberch:14604) - Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-paper, nbr:nberwo:11312) - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-paper, nbr:nberwo:8959) - Informed and Strategic Order Flow in the Bond Markets
Review of Financial Studies, Society for Financial Studies (2007)
by Paolo Pasquariello & Clara Vega
(ReDIF-article, oup:rfinst:v:20:y:2007:i:6:p:1975-2019) - Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-paper, pen:papers:04-028) - Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?
Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania (2002)
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
(ReDIF-paper, wop:pennin:02-23)